Anic Equity

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Total return since start: 0.495 %

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Equity now: -----------------------------> 45659.99 Kr

Max Equity ever reached: ------------> 45955.49 Kr

Anic Portfolio

This Week

Return: 0.101 %

Anic Portfolio

Total

Return: 49.479 %

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
MEKO	75	8775.0	-67.0	-0.76	8841.999975
Essity B	34	9030.4	314.4	3.61	8715.999994
Duni	79	7481.3	615.3	8.96	6865.999968
BICO Group	70	5394.2	34.2	0.64	5360.000030
Eastnine	42	4821.6	189.6	4.09	4631.999988
Systemair	48	3556.8	-38.2	-1.06	3594.999984
SSAB A	50	3032.0	26.0	0.86	3006.000000
Elos Medtech B	10	2940.0	43.0	1.48	2897.000000
TOTAL		45031.3	1117.3	-0.64301%	43913.999939

Updated:

'2022-12-04 07:50:06.019310'

None

Last optimization/rebalancing:

'2022-11-08'

Next optimization/rebalancing:

'2022-12-18'

In or Out of market? In if Signal > -10, else out of market!

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.